Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47734.85 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46339.93 Kr¶

PnL: ---------------------------------------> -548.64 Kr¶

DD now: ---------------------------------> -1.841 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 12:13:18.679222'

Anic Portfolio¶

Today¶

Return: 0.889 %¶

This Week¶

Return: 0.424 %¶

Total¶

Return: 56.272 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 4.550000 3224.000000 253.000000 8.520000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 0.000000 2733.500000 97.500000 3.700000 2636.000010
SAAB B 8 0.630000 3448.000000 71.000000 2.100000 3377.000000
Corem Property Group B 59 1.450000 620.090000 43.090000 7.470000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.690000 384.600000 29.600000 8.340000 355.000000
Resurs Holding 22 4.240000 600.820000 26.820000 4.670000 573.999998
AcadeMedia 12 0.660000 583.200000 26.200000 4.700000 557.000004
MedCap 2 1.590000 447.000000 26.000000 6.180000 421.000000
Eastnine 4 0.000000 509.600000 18.600000 3.790000 491.000000
OEM International B 7 1.170000 542.500000 14.500000 2.750000 527.999997
Boozt 12 2.660000 1668.000000 14.000000 0.850000 1653.999996
HMS Networks 2 -0.060000 686.000000 13.000000 1.930000 673.000000
Intrum 4 0.340000 538.000000 11.000000 2.090000 527.000000
Fastighetsbolag. Emilshus Pref 21 1.120000 571.200000 9.200000 1.640000 562.000005
Coor Service Management Hold. 8 1.580000 538.400000 6.400000 1.200000 532.000000
Sampo Oyj SDB 7 1.760000 3853.500000 3.500000 0.090000 3850.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
Swedbank A 3 0.690000 566.850000 2.850000 0.510000 564.000000
Essity B 2 0.840000 576.000000 2.000000 0.350000 574.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Nordea Bank Abp 29 0.880000 3451.000000 -3.000000 -0.090000 3453.999992
Securitas B 6 0.530000 566.760000 -3.240000 -0.570000 570.000000
Samhällsbyggnadsbo. i Norden D 12 0.200000 242.640000 -3.360000 -1.370000 246.000000
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
CTEK 13 0.800000 521.560000 -12.440000 -2.330000 533.999999
Midsona B 63 1.380000 555.660000 -27.340000 -4.690000 582.999984
Vivesto 1368 0.340000 560.610000 -52.390000 -8.550000 612.999432
International Petroleum Corp. 5 0.460000 541.000000 -53.570000 -9.010000 594.565215
Axfood 13 -0.140000 3636.100000 -119.900000 -3.190000 3756.000001
OX2 18 2.900000 1467.900000 -196.100000 -11.780000 1663.999992
Fasadgruppen Group 35 -0.100000 3409.000000 -402.000000 -10.550000 3810.999990
Ovzon 52 0.180000 2896.400000 -465.600000 -13.850000 3361.999992
TOTAL 46339.930000 -548.640000 -1.84051% 46888.564618

Updated:¶

'2023-01-20 12:13:31.396404'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶